-10.3%
GFS vs NWSA
+22.1%
-32.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.7% | -5.4% | -4.1% |
| 7D | +7.4% | +2.2% | +5.2% | +6.1% |
| 30D | -15.3% | -8.8% | -6.5% | -11.5% |
| 3M | -21.1% | -6.5% | -14.6% | -19.2% |
| 6M | -44.5% | +1.5% | -46.0% | -47.1% |
| YTD | +19.2% | +4.0% | +15.2% | +10.1% |
| 1Y | +27.2% | +3.4% | +23.8% | +17.9% |
| 3Y | -20.1% | +34.8% | -55.0% | -37.4% |
| 5Y | -25.6% | +18.4% | -44.0% | -33.1% |
| All | -10.3% | +22.1% | -32.4% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NWSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling